+101.1%
AKAM vs TEVA
-22.9%
+124.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.4% | -0.6% |
| 7D | +1.5% | +2.0% | -0.5% | +1.3% |
| 30D | -13.0% | +1.0% | -14.0% | -13.1% |
| 3M | -19.4% | +7.3% | -26.7% | -20.2% |
| 6M | +0.3% | +21.7% | -21.4% | -2.4% |
| YTD | +22.4% | +18.8% | +3.6% | +19.3% |
| 1Y | +34.8% | +86.5% | -51.6% | +23.9% |
| 3Y | +1.9% | +269.4% | -267.5% | -14.8% |
| 5Y | -4.6% | +303.6% | -308.2% | -22.5% |
| All | +101.1% | -22.9% | +124.1% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TEVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling